Free Trial
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
OIL OPTIONS
Brent option skew to the puts is largely unchanged despite the falling futures market.
- Brent front month futures have fallen to the lowest since before the Ukraine war started in February.
- The Dec22 25 delta puts are still trading approximately 4% over 25 delta calls.
- ATM front month implied volatility continues to tick higher and now back over 50% on large price swings. Low liquidity is adding to market volatility with aggregate open interest the lowest since 2015.
- Brent NOV 22 down -3.6% at 89.51$/bbl
- WTI OCT 22 down -3.9% at 83.47$/bbl
Source: MNI / Bloomberg
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
We are facing technical issues, please contact our team.
ok
Your request was sent sucessfully! Our team will contact you soon.
ok